Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48134.53 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46739.65 Kr¶

PnL: ---------------------------------------> -148.92 Kr¶

DD now: ---------------------------------> -1.019 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:23:07.778526'

Anic Portfolio¶

Today¶

Return: 1.265 %¶

This Week¶

Return: 1.265 %¶

Total¶

Return: 57.58 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.380000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 1.490000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 7.710000 692.660000 115.660000 20.050000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.110000 455.200000 100.200000 28.230000 355.000000
HMS Networks 2 1.240000 720.800000 47.800000 7.100000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.150000 1689.600000 35.600000 2.150000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 5.090000 272.400000 26.400000 10.730000 246.000000
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
OEM International B 7 2.090000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.690000 3473.040000 19.040000 0.550000 3453.999992
Intrum 4 2.480000 545.600000 18.600000 3.530000 527.000000
CTEK 13 6.430000 551.200000 17.200000 3.220000 533.999999
Coor Service Management Hold. 8 0.370000 548.000000 16.000000 3.010000 532.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 0.080000 585.420000 11.420000 1.990000 573.999998
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
AcadeMedia 12 0.510000 564.240000 7.240000 1.300000 557.000004
Essity B 2 0.660000 580.200000 6.200000 1.080000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.370000 547.750000 1.750000 0.320000 546.000000
Swedbank A 3 0.430000 563.400000 -0.600000 -0.110000 564.000000
Securitas B 6 0.810000 568.200000 -1.800000 -0.320000 570.000000
SAAB B 8 1.730000 3339.200000 -37.800000 -1.120000 3377.000000
International Petroleum Corp. 5 3.270000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 0.410000 535.710000 -77.290000 -12.610000 612.999432
OX2 18 -1.940000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.550000 3575.000000 -181.000000 -4.820000 3756.000001
Fasadgruppen Group 35 0.810000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.560000 3042.000000 -320.000000 -9.520000 3361.999992
TOTAL 46739.650000 -148.920000 -1.01863% 46888.564618

Updated:¶

'2023-01-16 16:23:20.633491'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶